init

hts/HTS.py

@@ -9,6 +9,7 @@ import sqlite3
 from datetime import datetime, timedelta
 from hts.OrderItem import OrderItem
 from stock.util.TelegramBot import TelegramBot
+from stock.analysis.MovingAverage import MovingAverage
 
 class HTS:
 
@@ -474,7 +475,7 @@ class HTS:
     def insertStockData(self, this_day, stock_code, stock_name=''):
 
         # 테이블 생성
-        self.cursor.execute("CREATE TABLE IF NOT EXISTS hts (CODE text, NAME text, ymd text, hms text, close REAL, open REAL, high REAL, low REAL, volume REAL, label INTEGER DEFAULT 0)")
+        self.cursor.execute("CREATE TABLE IF NOT EXISTS hts (CODE text, NAME text, ymd text, hms text, close REAL, open REAL, high REAL, low REAL, volume REAL, disparity_avg5 REAL, disparity_avg20 REAL, disparity_avg60 REAL, disparity_avg120 REAL, disparity_avg240 REAL, disparity_avg480 REAL, disparity_avg1500 REAL)")
 
         # 키 생성
         create_key = "CREATE INDEX IF NOT EXISTS hts_idx on hts(CODE, ymd, hms) "
@@ -497,6 +498,49 @@ class HTS:
         self.conn.commit()
         return
 
+    def getQ(self):
+        q_5 = MovingAverage(5)
+        q_20 = MovingAverage(20)
+        q_60 = MovingAverage(60)
+        q_120 = MovingAverage(120)
+        q_240 = MovingAverage(240)
+        q_480 = MovingAverage(480)
+        q_1500 = MovingAverage(1500)
+        q = {'q_5': q_5, 'q_20': q_20, 'q_60': q_60, 'q_120': q_120, 'q_240': q_240, 'q_480': q_480, 'q_1500': q_1500}
+
+        return q
+
+    def updateDisparity(self, ticker_code):
+
+        self.cursor.execute('SELECT ymd, hms, close FROM hts WHERE CODE=? order by ymd, hms', (ticker_code,))
+
+        q = self.getQ()
+        db_result = self.cursor.fetchall()
+        for rows in db_result:
+            ymd = rows[0]
+            hms = rows[1]
+            close = rows[2]
+
+            q['q_5'].enqueue(close)
+            q['q_20'].enqueue(close)
+            q['q_60'].enqueue(close)
+            q['q_120'].enqueue(close)
+            q['q_240'].enqueue(close)
+            q['q_480'].enqueue(close)
+            q['q_1500'].enqueue(close)
+
+            disparity_avg5 = close / q['q_5'].avg()
+            disparity_avg20 = close / q['q_20'].avg()
+            disparity_avg60 = close / q['q_60'].avg()
+            disparity_avg120 = close / q['q_120'].avg()
+            disparity_avg240 = close / q['q_240'].avg()
+            disparity_avg480 = close / q['q_480'].avg()
+            disparity_avg1500 = close / q['q_1500'].avg()
+
+            self.cursor.execute( "update hts set disparity_avg5=?, disparity_avg20=?, disparity_avg60=?, disparity_avg120=?, disparity_avg240=?, disparity_avg480=?, disparity_avg1500=?  where CODE=? and ymd=? and hms=?", (disparity_avg5, disparity_avg20, disparity_avg60, disparity_avg120, disparity_avg240, disparity_avg480, disparity_avg1500, ticker_code, ymd, hms, ))
+        self.conn.commit()
+
+        return
 
     def write(self, day, result):
         #날짜,시간,시가,고가,저가,종가,거래량
@@ -516,67 +560,6 @@ class HTS:
         outFp.close()
         return
 
-    def getCSV(self, fileName, result):
-        with open(fileName, 'r', encoding='utf-8') as infp:
-            reader = csv.reader(infp)
-            next(reader)
-
-            for rows in reader:
-                days = rows[0]  # hts.날짜
-                ymd = rows[1]  # hts.시간
-                open_v = rows[2]  # hts.시가
-                high = rows[3]  # hts.고가
-                low = rows[4]  # hts.저가
-                close = rows[5]  # hts.종가
-                vol = rows[6]  # hts.거래량
-
-                temp = datetime.strptime(str(days) + " " + str(ymd).zfill(4) + "00", '%Y%m%d %H%M%S')
-                #if temp < start_time:
-                #    continue
-
-                result["ymd"].append(temp)
-                result["open"].append(int(open_v))
-                result["close"].append(int(close))
-                result["high"].append(int(high))
-                result["low"].append(int(low))
-                result["volume"].append(int(volume))
-        return
-
-    def updateLabel(self, stock_code, bsLine, data, ymd):
-
-        self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=?', (0, stock_code, ymd,))
-
-        for i in range(len(bsLine["buy"])):
-            if bsLine["buy"][i] > 0:
-                ymd = data['date'][i].strftime('%Y%m%d')
-                hms = data['date'][i].strftime('%H%M')
-                self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=? and hms=?', (2, stock_code, ymd, hms))
-
-        for i in range(len(bsLine["sell"])):
-            if bsLine["sell"][i] > 0:
-                ymd = data['date'][i].strftime('%Y%m%d')
-                hms = data['date'][i].strftime('%H%M')
-                self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=? and hms=?', (1, stock_code, ymd, hms))
-        self.conn.commit()
-
-        print("update...", stock_code, ymd)
-        return
-
-    def clearLabel(self, stock_code, ymd):
-
-        self.cursor.execute('update hts set label=? WHERE CODE=? and ymd=? ', (0, stock_code, ymd,))
-        self.conn.commit()
-        print("update...", stock_code, ymd)
-        return
-
-    def makeLabel(self, stock_code, ymd, hms, label):
-
-        self.cursor.execute('Update hts set label=? WHERE CODE=? and ymd=? and hms=?', (label, stock_code, ymd, hms,))
-        self.conn.commit()
-
-        print("update...", stock_code, ymd, hms, label)
-        return
-
     def getYMD(self, stock_code):
 
         result = []